Bending of stochastic Kirchhoff plates on Winkler foundations via the Galerkin method and the Askey-Wiener scheme

In this paper, the method of Galerkin and the Askey-Wiener scheme are used to obtain approximate solutions to the stochastic displacement response of Kirchhoff plates with uncertain parameters. Theoretical and numerical results are presented. The Lax-Milgram lemma is used to express the conditions for existence and uniqueness of the solution. Uncertainties in plate and foundation stiffness are modeled by respecting these conditions, hence using Legendre polynomials indexed in uniform random variables. The space of approximate solutions is built using results of density between the space of continuous functions and Sobolev spaces. Approximate Galerkin solutions are compared with results of Monte Carlo simulation, in terms of first and second order moments and in terms of histograms of the displacement response. Numerical results for two example problems show very fast convergence to the exact solution, at excellent accuracies. The Askey-Wiener Galerkin scheme developed herein is able to reproduce the histogram of the displacement response. The scheme is shown to be a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2009 Elsevier Ltd. All rights reserved.

Chaos-Galerkin solution of stochastic Timoshenko bending problems

This paper presents an accurate and efficient solution for the random transverse and angular displacement fields of uncertain Timoshenko beams. Approximate, numerical solutions are obtained using the Galerkin method and chaos polynomials. The Chaos-Galerkin scheme is constructed by respecting the theoretical conditions for existence and uniqueness of the solution. Numerical results show fast convergence to the exact solution, at excellent accuracies. The developed Chaos-Galerkin scheme accurately approximates the complete cumulative distribution function of the displacement responses. The Chaos-Galerkin scheme developed herein is a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2011 Elsevier Ltd. All rights reserved.

Parametric correlation functions to model the structure of permanent environmental (co)variances in milk yield random regression models

The objective of the present study was to estimate milk yield genetic parameters applying random regression models and parametric correlation functions combined with a variance function to model animal permanent environmental effects. A total of 152,145 test-day milk yields from 7,317 first lactations of Holstein cows belonging to herds located in the southeastern region of Brazil were analyzed. Test-day milk yields were divided into 44 weekly classes of days in milk. Contemporary groups were defined by herd-test-day comprising a total of 2,539 classes. The model included direct additive genetic, permanent environmental, and residual random effects. The following fixed effects were considered: contemporary group, age of cow at calving (linear and quadratic regressions), and the population average lactation curve modeled by fourth-order orthogonal Legendre polynomial. Additive genetic effects were modeled by random regression on orthogonal Legendre polynomials of days in milk, whereas permanent environmental effects were estimated using a stationary or nonstationary parametric correlation function combined with a variance function of different orders. The structure of residual variances was modeled using a step function containing 6 variance classes. The genetic parameter estimates obtained with the model using a stationary correlation function associated with a variance function to model permanent environmental effects were similar to those obtained with models employing orthogonal Legendre polynomials for the same effect. A model using a sixth-order polynomial for additive effects and a stationary parametric correlation function associated with a seventh-order variance function to model permanent environmental effects would be sufficient for data fitting.

Random regression models to estimate test-day milk yield genetic parameters Holstein cows in Southeastern Brazil

A total of 152,145 weekly test-day milk yield records from 7317 first lactations of Holstein cows distributed in 93 herds in southeastern Brazil were analyzed. Test-day milk yields were classified into 44 weekly classes of DIM. The contemporary groups were defined as herd-year-week of test-day. The model included direct additive genetic, permanent environmental and residual effects as random and fixed effects of contemporary group and age of cow at calving as covariable, linear and quadratic effects. Mean trends were modeled by a cubic regression on orthogonal polynomials of DIM. Additive genetic and permanent environmental random effects were estimated by random regression on orthogonal Legendre polynomials. Residual variances were modeled using third to seventh-order variance functions or a step function with 1, 6,13,17 and 44 variance classes. Results from Akaike`s and Schwarz`s Bayesian information criterion suggested that a model considering a 7th-order Legendre polynomial for additive effect, a 12th-order polynomial for permanent environment effect and a step function with 6 classes for residual variances, fitted best. However, a parsimonious model, with a 6th-order Legendre polynomial for additive effects and a 7th-order polynomial for permanent environmental effects, yielded very similar genetic parameter estimates. (C) 2008 Elsevier B.V. All rights reserved.

Group theory and quasiprobability integrals of Wigner functions

The integral of the Wigner function of a quantum-mechanical system over a region or its boundary in the classical phase plane, is called a quasiprobability integral. Unlike a true probability integral, its value may lie outside the interval [0, 1]. It is characterized by a corresponding selfadjoint operator, to be called a region or contour operator as appropriate, which is determined by the characteristic function of that region or contour. The spectral problem is studied for commuting families of region and contour operators associated with concentric discs and circles of given radius a. Their respective eigenvalues are determined as functions of a, in terms of the Gauss-Laguerre polynomials. These polynomials provide a basis of vectors in a Hilbert space carrying the positive discrete series representation of the algebra su(1, 1) approximate to so(2, 1). The explicit relation between the spectra of operators associated with discs and circles with proportional radii, is given in terms of the discrete variable Meixner polynomials.

Semiquantum versus semiclassical mechanics for simple nonlinear systems

Quantum mechanics has been formulated in phase space, with the Wigner function as the representative of the quantum density operator, and classical mechanics has been formulated in Hilbert space, with the Groenewold operator as the representative of the classical Liouville density function. Semiclassical approximations to the quantum evolution of the Wigner function have been defined, enabling the quantum evolution to be approached from a classical starting point. Now analogous semiquantum approximations to the classical evolution of the Groenewold operator are defined, enabling the classical evolution to be approached from a quantum starting point. Simple nonlinear systems with one degree of freedom are considered, whose Hamiltonians are polynomials in the Hamiltonian of the simple harmonic oscillator. The behavior of expectation values of simple observables and of eigenvalues of the Groenewold operator are calculated numerically and compared for the various semiclassical and semiquantum approximations.

Eigenvalues of Casimir invariants for unitary irreps of Uq(gl(m vertical bar n))

A fully explicit formula for the eigenvalues of Casimir invariants for U-q(gl(m/n)) is given which applies to all unitary irreps. This is achieved by making some interesting observations on atypicality indices for irreps occurring in the tensor product of unitary irreps of the same type. These results have applications in the determination of link polynomials arising from unitary irreps of U-q(gl(m/n)).

Covariance functions for body weight from birth to maturity in Nellore cows

The objective of this study was to estimate (co)variance functions using random regression models on Legendre polynomials for the analysis of repeated measures of BW from birth to adult age. A total of 82,064 records from 8,145 females were analyzed. Different models were compared. The models included additive direct and maternal effects, and animal and maternal permanent environmental effects as random terms. Contemporary group and dam age at calving (linear and quadratic effect) were included as fixed effects, and orthogonal Legendre polynomials of animal age (cubic regression) were considered as random co-variables. Eight models with polynomials of third to sixth order were used to describe additive direct and maternal effects, and animal and maternal permanent environmental effects. Residual effects were modeled using 1 (i.e., assuming homogeneity of variances across all ages) or 5 age classes. The model with 5 classes was the best to describe the trajectory of residuals along the growth curve. The model including fourth- and sixth-order polynomials for additive direct and animal permanent environmental effects, respectively, and third-order polynomials for maternal genetic and maternal permanent environmental effects were the best. Estimates of (co) variance obtained with the multi-trait and random regression models were similar. Direct heritability estimates obtained with the random regression models followed a trend similar to that obtained with the multi-trait model. The largest estimates of maternal heritability were those of BW taken close to 240 d of age. In general, estimates of correlation between BW from birth to 8 yr of age decreased with increasing distance between ages.

Differential inclusions and robust control theory

Uncontrolled systems (x) over dot is an element of Ax, where A is a non-empty compact set of matrices, and controlled systems (x) over dot is an element of Ax + Bu are considered. Higher-order systems 0 is an element of Px - Du, where and are sets of differential polynomials, are also studied. It is shown that, under natural conditions commonly occurring in robust control theory, with some mild additional restrictions, asymptotic stability of differential inclusions is guaranteed. The main results are variants of small-gain theorems and the principal technique used is the Krasnosel'skii-Pokrovskii principle of absence of bounded solutions.

A semi-analytical solution for vibration of rectangular plates with abrupt thickness variation

A semi-analytical analysis of free vibration of plates with cross-sectional discontinuities due to abrupt changes in thickness is presented. A basic square element divided into suitable subdomains dependent upon the positions of these abrupt changes is used as the basic building element, Admissible functions that satisfy the essential or geometric boundary conditions are used to define the transverse deflection of each subdomain. Continuities in the displacement, slope, moment and higher derivatives between adjacent subdomains are enforced at the interconnecting edges. The resulting global energy functional from the proper assembly of the coupled strain and kinetic energy contributions of each subdomain is then minimized via the Ritz procedure to extract the frequencies and mode shapes. Contour plots of a range of new mode shapes are presented for the enhancement of understanding the dynamic behavior of this class of plates, (C) 2001 Elsevier Science Ltd, All rights reserved.

Set-valued Markov chains and negative semitrajectories of discretized dynamical systems

Computer simulation of dynamical systems involves a phase space which is the finite set of machine arithmetic. Rounding state values of the continuous system to this grid yields a spatially discrete dynamical system, often with different dynamical behaviour. Discretization of an invertible smooth system gives a system with set-valued negative semitrajectories. As the grid is refined, asymptotic behaviour of the semitrajectories follows probabilistic laws which correspond to a set-valued Markov chain, whose transition probabilities can be explicitly calculated. The results are illustrated for two-dimensional dynamical systems obtained by discretization of fractional linear transformations of the unit disc in the complex plane.

Efficient simulation of a Tandem Jackson Network

The two-node tandem Jackson network serves as a convenient reference model for the analysis and testing of different methodologies and techniques in rare event simulation. In this paper we consider a new approach to efficiently estimate the probability that the content of the second buffer exceeds some high level L before it becomes empty, starting from a given state. The approach is based on a Markov additive process representation of the buffer processes, leading to an exponential change of measure to be used in an importance sampling procedure. Unlike changes of measures proposed and studied in recent literature, the one derived here is a function of the content of the first buffer. We prove that when the first buffer is finite, this method yields asymptotically efficient simulation for any set of arrival and service rates. In fact, the relative error is bounded independent of the level L; a new result which is not established for any other known method. When the first buffer is infinite, we propose a natural extension of the exponential change of measure for the finite buffer case. In this case, the relative error is shown to be bounded (independent of L) only when the second server is the bottleneck; a result which is known to hold for some other methods derived through large deviations analysis. When the first server is the bottleneck, experimental results using our method seem to suggest that the relative error is bounded linearly in L.

Automatic construction of explicit R matrices for the one-parameter families of irreducible typical highest weight (0(m)vertical bar alpha(n)) representations of U-q[gl(m vertical bar n)]

We detail the automatic construction of R matrices corresponding to (the tensor products of) the (O-m\alpha(n)) families of highest-weight representations of the quantum superalgebras Uq[gl(m\n)]. These representations are irreducible, contain a free complex parameter a, and are 2(mn)-dimensional. Our R matrices are actually (sparse) rank 4 tensors, containing a total of 2(4mn) components, each of which is in general an algebraic expression in the two complex variables q and a. Although the constructions are straightforward, we describe them in full here, to fill a perceived gap in the literature. As the algorithms are generally impracticable for manual calculation, we have implemented the entire process in MATHEMATICA; illustrating our results with U-q [gl(3\1)]. (C) 2002 Published by Elsevier Science B.V.

Quantum dynamical characterization of unimolecular resonances

We give a selective review of quantum mechanical methods for calculating and characterizing resonances in small molecular systems, with an emphasis on recent progress in Chebyshev and Lanczos iterative methods. Two archetypal molecular systems are discussed: isolated resonances in HCO, which exhibit regular mode and state specificity, and overlapping resonances in strongly bound HO2, which exhibit irregular and chaotic behavior. Future directions in this field are also discussed.

Completion problems for real matrices, II

Thirty years ago, G.N. de Oliveira has proposed the following completion problems: Describe the possible characteristic polynomials of [C-ij], i,j is an element of {1, 2}, where C-1,C-1 and C-2,C-2 are square submatrices, when some of the blocks C-ij are fixed and the others vary. Several of these problems remain unsolved. This paper gives the solution, over the field of real numbers, of Oliveira's problem where the blocks C-1,C-1, C-2,C-2 are fixed and the others vary.